scholarly journals The Law of Large Numbers and the Central Limit Theorem in Banach Spaces

1976 ◽  
Vol 4 (4) ◽  
pp. 587-599 ◽  
Author(s):  
J. Hoffmann-Jorgensen ◽  
G. Pisier
1989 ◽  
Vol 3 (4) ◽  
pp. 477-491
Author(s):  
Kyle T. Siegrist ◽  
Ashok T. Amin ◽  
Peter J. Slater

Consider the standard network reliability model in which each edge of a given (n, m)-graph G is deleted, independently of all others, with probability q = 1– p (0 <p < 1). The pair-connectivity random variable X is defined to be the number of connected pairs of vertices that remain in G. The mean of X has been proposed as a measure of reliability for failure-prone communications networks in which the edge deletions correspond to failures of the communications links. We consider deviations from the mean, the law of large numbers, and the central limit theorem for X as n → ∞. Some explicit results are obtained when G is a tree using martingale difference sequences. Stars and paths are treated in detail.


2021 ◽  
pp. 548-567
Author(s):  
James Davidson

This chapter deals with the central limit theorem (CLT) for dependent processes. As with the law of large numbers, the focus is on near‐epoch dependent and mixing processes and array versions of the results are given to allow heterogeneity. The cornerstone of these results is a general CLT due to McLeish, from which a result for martingales is obtained directly. A result for stationary ergodic mixingales is given, and the rest of the chapter is devoted to proving and interpreting a CLT for mixingales and hence for arrays that are near‐epoch dependent on a strong‐mixing and uniform-mixing processes.


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